Erik Theissen : Citation Profile


Are you Erik Theissen?

Center for Financial Studies
Universität Mannheim

12

H index

13

i10 index

398

Citations

RESEARCH PRODUCTION:

29

Articles

62

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 19
   Journals where Erik Theissen has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 26 (6.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth76
   Updated: 2018-06-23    RAS profile: 2016-12-11    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Erik Theissen.

Is cited by:

Menkhoff, Lukas (7)

Korczak, Adriana (6)

Shavit, Tal (6)

Korczak, Piotr (6)

Duong, Huu Nhan (5)

Renneboog, Luc (5)

Palan, Stefan (4)

PASCUAL, ROBERTO (4)

Maciejovsky, Boris (4)

Schmeling, Maik (4)

Pagano, Marco (4)

Cites to:

Foucault, Thierry (25)

Easley, David (25)

Madhavan, Ananth (24)

Stoll, Hans (19)

Shleifer, Andrei (16)

Grammig, Joachim (16)

Boehmer, Ekkehart (14)

Lee, Charles (14)

Ready, Mark (13)

Subrahmanyam, Avanidhar (11)

Engle, Robert (11)

Main data


Where Erik Theissen has published?


Journals with more than one article published# docs
Journal of Business Finance & Accounting3
Journal of Financial Markets3
Schmalenbach Business Review (sbr)3
European Financial Management2
Review of Finance2
Journal of International Financial Markets, Institutions and Money2
The European Journal of Finance2
Journal of Financial Intermediation2
Journal of Corporate Finance2

Working Papers Series with more than one paper published# docs
CFR Working Papers / University of Cologne, Centre for Financial Research (CFR)29
CFS Working Paper Series / Center for Financial Studies (CFS)13
Schumpeter Discussion Papers / Universittsbibliothek Wuppertal, University Library3
SAFE Working Paper Series / Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt2
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)2
Post-Print / HAL2

Recent works citing Erik Theissen (2018 and 2017)


YearTitle of citing document
2017COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATE. (2017). Gomber, Peter ; Westheide, Christian ; Weber, Moritz Christian ; Theissen, Erik ; Sagade, Satchit . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:3:p:792-814.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos . In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2017Network connections, CEO compensation and involuntary turnover: The impact of a friend of a friend. (2017). Balsam, Steven ; Lee, Jae Young ; Yean, SO. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:220-244.

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2018Initial public offerings on the UK when-issued market. (2018). Khurshed, Arif ; Saadouni, Brahim ; Mohamed, Abdulkadir ; Kostas, Dimitris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:1-14.

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2017Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach. (2017). Lahet, Delphine ; Vaubourg, Anne-Gael. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:9-17.

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2017Determinants of price discovery in the VIX futures market. (2017). Chen, Yu-Lun ; Tsai, Wei-Che. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

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2017Profitability of insider trading in Europe: A performance evaluation approach. (2017). Korczak, Adriana ; Gebka, Bartosz ; Traczykowski, Jdrzej ; Gbka, Bartosz . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:66-90.

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2017Does ETF trading affect the efficiency of the underlying index?. (2017). Yin, Xiangkang ; Xu, Liao . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:82-101.

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2017Earnings comparability and informed trading. (2017). Lim, Steve C ; Kim, Sangwan . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:130-136.

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2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

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2017Mergers and acquisitions in Germany: 1981–2010. (2017). Mager, Ferdinand ; Meyer-Fackler, Martin. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:32-42.

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2017Reprint of Director discretion and insider trading profitability. (2017). Kwan, Amy ; McInish, Thomas H ; Philip, Richard ; Foley, Sean. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:52-67.

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2018Insider sales vs. short selling: Negative information trading in Australia. (2018). Hodgson, Allan ; Mi, Lin ; da Lim, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:72-83.

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2017New evidence on stock market reaction to dividend announcements in India. (2017). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:327-337.

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2017Liquidity, information, strategic trading in an electronic order book: New insights from the European carbon markets. (2017). Rannou, Yves . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:779-808.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Tao, XU ; Kentaro, Iwatsubo. In: Discussion papers. RePEc:eti:dpaper:17120.

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2018When Kamay Met Hill: Organisational Ethics in Practice. (2018). Batten, Jonathan ; Szilagyi, Peter G ; Lonarski, Igor. In: Journal of Business Ethics. RePEc:kap:jbuset:v:147:y:2018:i:4:d:10.1007_s10551-017-3435-4.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Iwatsubo, Kentaro ; Xu, Tao ; Watkins, Clinton . In: Discussion Papers. RePEc:koe:wpaper:1715.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Xu, Tao. In: Discussion Papers. RePEc:koe:wpaper:1722.

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2018Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model. (2018). Ghadhab, Imen ; Derbali, Abdelkader ; Hellara, Slaheddine . In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-018-0075-x.

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2017Algorithmic Trading Behaviour and High-Frequency Liquidity Withdrawal in the FX Spot Market. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-04.

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2017Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data. (2017). Stenfors, Alexis ; Susai, Masayuki . In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2017-06.

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2017The Determinants of Profitability for Kerjaya Prosepk. (2017). Lam, YI. In: MPRA Paper. RePEc:pra:mprapa:78413.

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2018How much information is incorporated in financial asset prices? Experimental Evidence. (2018). Siemroth, Christoph ; Page, Lionel. In: QuBE Working Papers. RePEc:qut:qubewp:wp054.

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2018Learning From Unrealized versus Realized Prices. (2018). Ngangoue, Kathleen M ; Weizsacker, Georg. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:66.

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2017Impact of managerial ability and firm-specific variables on insider’s abnormal returns. (2017). Arora, Shallu ; Vashisht, A K ; Sharma, Meena . In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:44:y:2017:i:4:d:10.1007_s40622-017-0167-3.

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2018Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis. (2018). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1245-2.

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2017Emission trading for air pollution hot spots: getting the permit market right. (2017). Antweiler, Werner . In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:19:y:2017:i:1:d:10.1007_s10018-015-0138-x.

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2017Random expected utility and certainty equivalents: mimicry of probability weighting functions. (2017). Wilcox, Nathaniel. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:3:y:2017:i:2:d:10.1007_s40881-017-0042-1.

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2017Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors. (2017). Schmidt, Andre . In: Schmalenbach Business Review. RePEc:spr:schmbr:v:18:y:2017:i:1:d:10.1007_s41464-016-0024-5.

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2017Systematische Überrenditen mit Standardstrategien Eine empirische Untersuchung von Value- und Growth-Investmentstrategien am deutschen Aktienmarkt. (2017). Jehmlich, Tommy ; Ude, Elisabeth ; Thieen, Friedrich . In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep013.

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2017Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange. (2017). Dosanjh, Jagjeev . In: PhD Thesis. RePEc:uts:finphd:34.

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2017Major Currency ETFs and Their Associated Spot and Futures Rates. (2017). Padungsaksawasdi, Chaiyuth ; Parhizgari, Ali . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:04:n:s0219091517500266.

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2017Measurement of stock market liquidity supported by an algorithm inferring the initiator of a trade. (2017). Olbrys, Joanna ; Mursztyn, Michal. In: Operations Research and Decisions. RePEc:wut:journl:v:4:y:2017:p:111-127:id:1316.

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Works by Erik Theissen:


YearTitleTypeCited
2009Competition between Exchanges: Euronext versus Xetra In: European Financial Management.
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article4
2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFR Working Papers.
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2006Competition between exchanges: Euronext versus Xetra.(2006) In: CFS Working Paper Series.
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2009Insider Trading and Corporate Governance: The Case of Germany In: European Financial Management.
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article25
2007Insider trading and corporate governance: The case of Germany.(2007) In: CFR Working Papers.
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This paper has another version. Agregated cites: 25
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2010Sooner or Later: An Analysis of the Delays in Insider Trading Reporting In: Journal of Business Finance & Accounting.
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article6
2013The Information Content of Dividend Surprises: Evidence from Germany In: Journal of Business Finance & Accounting.
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article7
2013Market Response to Investor Sentiment In: Journal of Business Finance & Accounting.
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article4
2011Market response to investor sentiment.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 4
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2011Market response to investor sentiment.(2011) In: CFS Working Paper Series.
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2002Trader Anonymity, Price Formation and Liquidity In: Bonn Econ Discussion Papers.
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paper13
2001Price Discovery in Floor and Screen Trading Systems In: Bonn Econ Discussion Papers.
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2002Estimating the Probability of Informed Trading - Does Trade Misclassification Matter? In: Bonn Econ Discussion Papers.
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2011Dividend Announcements Reconsidered - Dividend Changes versus Dividend Surprises In: Schumpeter Discussion Papers.
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2012Dividend announcements reconsidered: Dividend changes versus dividend surprises.(2012) In: CFR Working Papers.
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2011Strategic Trading and Trade Reporting by Corporate Insiders In: Schumpeter Discussion Papers.
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2009Strategic trading and trade reporting by corporate insiders.(2009) In: CFR Working Papers.
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2010Strategic trading and trade reporting by corporate insiders.(2010) In: CFR Working Papers.
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2011Strategic trading and trade reporting by corporate insiders.(2011) In: CFS Working Paper Series.
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2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach In: Schumpeter Discussion Papers.
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2013Open market share repurchases in Germany: A conditional event study approach.(2013) In: CFR Working Papers.
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2003Does Anonymity Matter in Electronic Limit Order Markets? In: CEPR Discussion Papers.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Review of Financial Studies.
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2004Does Anonymity Matter in Electronic Limit Order Markets?.(2004) In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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2007Does Anonymity Matter in Electronic Limit Order Markets?.(2007) In: Post-Print.
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2011Does anonymity matter in electronic limit order markets ?.(2011) In: Working Papers.
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2005Does anonymity matter in electronic limit order markets?.(2005) In: CFR Working Papers.
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2007Does anonymity matter in electronic limit order markets ?.(2007) In: Post-Print.
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2003Does anonymity matter in electronic limit order markets ?.(2003) In: Les Cahiers de Recherche.
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2001Knowing Me, Knowing You: Trader Anonymity and Informed Trading in Parallel Markets In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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2001Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets.(2001) In: Journal of Financial Markets.
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2000Informationsbasierter Aktienhandel über IBIS In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
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1999Floor versus Screen Trading : Evidence from the German Stock Market In: Les Cahiers de Recherche.
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2002Floor versus Screen Trading: Evidence from the German Stock Market.(2002) In: Journal of Institutional and Theoretical Economics (JITE).
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2008Setting a fox to keep the geese -- Does the comply-or-explain principle work? In: Journal of Corporate Finance.
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2008Setting a Fox to Keep the Geese: Does the comply-or-explain principle work?.(2008) In: CFR Working Papers.
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2014Should I stay or should I go? Former CEOs as monitors In: Journal of Corporate Finance.
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2013Should I stay or should I go? Former CEOs as monitors.(2013) In: CFR Working Papers.
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2002Price discovery in floor and screen trading systems In: Journal of Empirical Finance.
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article27
2007Estimating the probability of informed trading--does trade misclassification matter? In: Journal of Financial Markets.
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2003Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?.(2003) In: University of St. Gallen Department of Economics working paper series 2003.
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2000Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets In: Journal of Financial Markets.
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2001A test of the accuracy of the Lee/Ready trade classification algorithm In: Journal of International Financial Markets, Institutions and Money.
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article14
2003Beta and returns revisited: Evidence from the German stock market In: Journal of International Financial Markets, Institutions and Money.
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article17
2015The Lintner model revisited: Dividends versus total payouts In: Journal of Banking & Finance.
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2013The Lintner model revisited: Dividends versus total payouts.(2013) In: CFR Working Papers.
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2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory In: Journal of Economic Behavior & Organization.
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2001The Anatomy of a Call Market In: Journal of Financial Intermediation.
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2005Who knows what when? The information content of pre-IPO market prices In: Journal of Financial Intermediation.
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1997Inferring risk attitudes from certainty equivalents: Some lessons from an experimental study In: Journal of Economic Psychology.
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2013Liquidity measures In: Chapters.
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2015Stealth Trading and Trade Reporting by Corporate Insiders In: Review of Finance.
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article4
2003Trader Anonymity, Price Formation and Liquidity In: Review of Finance.
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article4
2001An Index Is An Index Is An Index? In: Schmalenbach Business Review (sbr).
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2012The Cross-Section of German Stock Returns: New Data and New Evidence In: Schmalenbach Business Review (sbr).
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2010The cross-Section of German stock returns: New data and new evidence.(2010) In: CFR Working Papers.
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2012Is Best Really BETTER? Internalization of Orders in an Open Limit Order Book In: Schmalenbach Business Review (sbr).
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2011Is BEST really better? Internalization of orders in an open limit order book.(2011) In: CFS Working Paper Series.
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2007An analysis of private investors stock market return forecasts In: Applied Financial Economics.
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2005An analysis of private investors stock market return forecasts.(2005) In: CFR Working Papers.
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2012Price discovery in spot and futures markets: a reconsideration In: The European Journal of Finance.
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFR Working Papers.
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2011Price discovery in spot and futures markets: A reconsideration.(2011) In: CFR Working Papers.
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This paper has another version. Agregated cites: 8
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2009Price discovery in spot and futures markets: A reconsideration.(2009) In: CFS Working Paper Series.
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1999Insider trading and portfolio structure in experimental asset markets with a long-lived asset In: The European Journal of Finance.
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article4
2006Short Sale Constraints, Divergence of Opinion and Asset Values: Evidence from the Laboratory In: Labsi Experimental Economics Laboratory University of Siena.
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2011Short sale constraints, divergence of opinion and asset value: Evidence from the laboratory.(2011) In: CFR Working Papers.
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2011Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory.(2011) In: CFS Working Paper Series.
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2015A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices In: Journal of Futures Markets.
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2012A partially linear approach to modelling the dynamics of spot and futures prices.(2012) In: CFR Working Papers.
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2008A partially linear approach to modelling the dynamics of spot and futures prices.(2008) In: CFS Working Paper Series.
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2006Investment performance and market share: A study of the German mutual fund industry In: CFR Working Papers.
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2006Investment performance and market share: A study of the German mutual fund industry.(2006) In: CFS Working Paper Series.
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2007Time and price impact of a trade: A structural approach In: CFR Working Papers.
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2008Determinanten der Aktionärspräsenz auf Hauptversammlungen deutscher Aktiengesellschaften In: CFR Working Papers.
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2008Sooner or later: delays in trade reporting by corporate insiders In: CFR Working Papers.
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2011Liquidity dynamics in an electronic open limit order book: An event study approach In: CFR Working Papers.
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2012Is it better to say goodbye? When former executives set executive pay In: CFR Working Papers.
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2014Dividend taxation and DAX futures prices In: CFR Working Papers.
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2014Estimation of trading costs: Trade indicator models revisited In: CFR Working Papers.
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2017Illiquidity transmission from spot to futures markets In: CFR Working Papers.
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2015Ich bin dann mal weg: Werteffekte von Delistings deutscher Aktiengesellschaften nach dem Frosta-Urteil In: CFR Working Papers.
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2016Spoilt for choice: Order routing decisions in fragmented equity markets In: CFR Working Papers.
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2016Spoilt for choice: Order routing decisions in fragmented equity markets.(2016) In: SAFE Working Paper Series.
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2017Call of duty: Designated market maker participation in call auctions In: CFR Working Papers.
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1997Performance and market share: Evidence from the German mutual fund industry In: CFS Working Paper Series.
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1997Messung individueller Risikoeinstellungen In: CFS Working Paper Series.
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2002Internalisierung und Marktqualität: Was bringt Xetra Best? In: CFS Working Paper Series.
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2003Organized equity markets in Germany In: CFS Working Paper Series.
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2011Time and the price impact of a trade: A structural approach In: CFS Working Paper Series.
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2013Competition/fragmentation in equities markets: A literature survey In: SAFE Working Paper Series.
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2013GDP mimicking portfolios and the cross-section of stock returns In: ZEW Discussion Papers.
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